Time series analysis
Functions for working with time series

msts

MultiSeasonal Time Series 
subset

Subsetting a time series 
bizdays

Number of trading days in each season 
easter

Easter holidays in each season 
monthdays

Number of days in each season 
fourier fourierf

Fourier terms for modelling seasonality 
seasonaldummy seasonaldummyf

Seasonal dummy variables 
findfrequency

Find dominant frequency of a time series 
BoxCox InvBoxCox

Box Cox Transformation 
BoxCox.lambda

Automatic selection of Box Cox transformation parameter 
tsclean

Identify and replace outliers and missing values in a time series 
tsoutliers

Identify and replace outliers in a time series 
na.interp

Interpolate missing values in a time series 
ndiffs nsdiffs

Number of differences required for a stationary series 
bld.mbb.bootstrap

BoxCox and Loessbased decomposition bootstrap. 
is.constant

Is an object constant? 
Modelling
Functions for estimating time series models

arfima

Fit a fractionally differenced ARFIMA model 
Arima

Fit ARIMA model to univariate time series 
auto.arima

Fit best ARIMA model to univariate time series 
ets

Exponential smoothing state space model 
baggedModel baggedETS

Forecasting using a bagged model 
bats

BATS model (Exponential smoothing state space model with BoxCox
transformation, ARMA errors, Trend and Seasonal components) 
tbats

TBATS model (Exponential smoothing state space model with BoxCox
transformation, ARMA errors, Trend and Seasonal components) 
nnetar

Neural Network Time Series Forecasts 
forecast stlm stlf

Forecasting using stl objects 
tslm

Fit a linear model with time series components 
Forecasting
Functions for producing forecasts

rwf naive snaive

Naive and Random Walk Forecasts 
meanf

Mean Forecast 
ses holt hw

Exponential smoothing forecasts 
dshw

DoubleSeasonal HoltWinters Forecasting 
forecast stlm stlf

Forecasting using stl objects 
splinef

Cubic Spline Forecast 
thetaf

Theta method forecast 
croston

Forecasts for intermittent demand using Croston's method 
sindexf

Forecast seasonal index 
forecast

Forecasting time series 
forecast.fracdiff

Forecasting using ARIMA or ARFIMA models 
forecast.ets

Forecasting using ETS models 
forecast.baggedModel

Forecasting using a bagged model 
forecast

Forecasting using BATS and TBATS models 
forecast.HoltWinters

Forecasting using HoltWinters objects 
forecast

Forecast a linear model with possible time series components 
forecast

Forecast a multiple linear model with possible time series components 
forecast.mts

Forecasting time series 
forecast.nnetar

Forecasting using neural network models 
forecast.StructTS

Forecasting using Structural Time Series models 
Plotting
Functions for plotting time series and forecasts

gghistogram

Histogram with optional normal and kernel density functions 
ggseasonplot seasonplot

Seasonal plot 
ggmonthplot ggsubseriesplot

Create a seasonal subseries ggplot 
gglagplot

Time series lag ggplots 
Acf Pacf Ccf taperedacf taperedpacf

(Partial) Autocorrelation and CrossCorrelation Function Estimation 
autoplot ggAcf ggPacf ggCcf ggtaperedacf ggtaperedpacf

ggplot (Partial) Autocorrelation and CrossCorrelation Function Estimation
and Plotting 
ggtsdisplay tsdisplay

Time series display 
checkresiduals

Check that residuals from a time series model look like white noise 
plot autoplot

Plot characteristic roots from ARIMA model 
plot autoplot

Plot components from BATS model 
plot autoplot

Plot components from ETS model 
plot.forecast

Forecast plot 
autoplot autolayer plot

Multivariate forecast plot 
autoplot

Plot time series decomposition components using ggplot 
autolayer autoplot fortify

Automatically create a ggplot for time series objects 
autolayer

Create a ggplot layer appropriate to a particular data type 